2011
DOI: 10.1007/s00170-011-3734-3
|View full text |Cite
|
Sign up to set email alerts
|

A nonparametric location–scale statistic for detecting a change point

Abstract: The nonparametric location-scale statistic is introduced for a change-point problem. A combination of the Wilcoxon and Mood statistics is extended to the change-point setting. The limiting distribution of proposed statistic is derived for testing the null hypothesis of no change. The finite sample critical value of the suggested statistic is estimated by simulation studies. The accuracy of detecting a change point is investigated by simulation studies for various distributions. The method is illustrated by the… Show more

Help me understand this report

Search citation statements

Order By: Relevance

Paper Sections

Select...
1

Citation Types

0
0
0

Year Published

2019
2019
2023
2023

Publication Types

Select...
2
2

Relationship

0
4

Authors

Journals

citations
Cited by 4 publications
(1 citation statement)
references
References 23 publications
0
0
0
Order By: Relevance
“…The Lepage change point detection is a statistical test that splits the time series data into two or more segments and examines whether there is a significant difference between the segments. It is worth noting that the Lepage-type statistic used in this test is a hybrid of the Wilcoxon and Mood statistics, as described by Murakami, (2012) and Yonetani (1993).…”
Section: Discussionmentioning
confidence: 99%
“…The Lepage change point detection is a statistical test that splits the time series data into two or more segments and examines whether there is a significant difference between the segments. It is worth noting that the Lepage-type statistic used in this test is a hybrid of the Wilcoxon and Mood statistics, as described by Murakami, (2012) and Yonetani (1993).…”
Section: Discussionmentioning
confidence: 99%